Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 0 0 3 8
Dealing with the Inventory Risk. A solution to the market making problem 1 2 6 90 1 5 31 335
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 0 0 1 2 2
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 2 7 76 0 4 23 150
General Intensity Shapes in Optimal Liquidation 0 0 0 26 0 1 3 85
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 0 2 22 0 0 8 18
Incorporating Signals into Optimal Trading 0 2 14 14 0 2 5 5
Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency 0 0 19 19 1 1 11 11
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 1 3 48 0 2 11 107
Market impacts and the life cycle of investors orders 0 0 3 7 0 0 9 20
Market microstructure: confronting many viewpoints 0 0 0 0 2 3 6 16
Mean Field Game of Controls and An Application To Trade Crowding 0 1 17 17 0 1 6 6
Mini-symposium on automatic differentiation and its applications in the financial industry 0 3 11 11 4 8 13 13
OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE 0 0 6 9 0 1 10 20
Optimal Portfolio Liquidation with Limit Orders 0 0 0 67 0 0 10 184
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 0 0 1 1
Optimal algorithmic trading and market microstructure 2 3 15 212 3 5 41 354
Optimal posting price of limit orders: learning by trading 0 0 1 52 0 0 3 151
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 84 0 1 6 163
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 34 0 0 2 64
Optimal starting times, stopping times and risk measures for algorithmic trading 0 0 5 63 0 0 18 156
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 0 2 56 0 1 7 90
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 1 5 57 0 3 12 136
Realtime market microstructure analysis: online Transaction Cost Analysis 0 0 5 39 2 2 8 67
Simulating and analyzing order book data: The queue-reactive model 0 0 3 29 0 0 7 49
Total Working Papers 3 15 124 1,032 13 41 256 2,211


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 0 0 0 0 0 0 0
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 1 2 2 2 1 2 2 14
Real-time market microstructure analysis: online transaction cost analysis 0 0 1 6 0 1 6 36
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 0 0 3 3 0 2 8 9
Total Journal Articles 1 2 6 11 1 5 16 59
1 registered items for which data could not be found


Statistics updated 2017-08-03